Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 145'447 | 75'000 | 51'544 CHF | 27'341 CHF | 98.61% | 98.61% |
15.05.2024 | 2.90% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 151'259 | 74'243 | 51'743 CHF | 26'150 CHF | 98.94% | 98.94% |
14.05.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 153'579 | 75'000 | 51'960 CHF | 26'145 CHF | 100.00% | 100.00% |
13.05.2024 | 3.09% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 163'045 | 75'000 | 52'027 CHF | 24'697 CHF | 100.00% | 100.00% |
10.05.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 153'765 | 75'000 | 51'881 CHF | 26'069 CHF | 100.00% | 100.00% |
08.05.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 139'922 | 75'000 | 53'180 CHF | 29'256 CHF | 100.00% | 100.00% |
07.05.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 133'486 | 75'000 | 51'265 CHF | 29'574 CHF | 98.82% | 98.82% |
06.05.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 140'000 | 75'000 | 51'959 CHF | 28'585 CHF | 100.00% | 100.00% |
03.05.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 139'555 | 75'000 | 52'396 CHF | 28'912 CHF | 98.64% | 98.64% |
02.05.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 140'000 | 75'000 | 50'401 CHF | 27'751 CHF | 99.12% | 99.12% |